+200.7%
STT vs QID
-74.5%
+275.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.1% |
| 7D | +2.2% | -2.7% | +4.9% | +1.3% |
| 30D | +3.9% | +1.8% | +2.1% | +4.6% |
| 3M | +19.2% | -2.2% | +21.3% | +19.3% |
| 6M | +60.4% | -32.1% | +92.5% | +43.6% |
| YTD | +51.5% | -28.6% | +80.0% | +38.6% |
| 1Y | +76.3% | -36.3% | +112.6% | +56.9% |
| 3Y | +200.7% | -74.4% | +275.2% | +116.4% |
| All | +200.7% | -74.5% | +275.2% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling